Hypothetical capital of CCP

Reference date:

October 29, 2021

 

 

 

 

 

 

 

 

Currency

RUB

 

 

 

Units

1 000 000

 

 

 

 

FX and precious

metals market

Securities market

Derivatives market

Standardised OTC

derivatives market

Hypothetical capital (KCCP)

9.03

1 067.90

22.81

37.24

C-factor

0.17%

14.88%

0.94%

2.37%

DFCM

2 820.00

2 178.00

930.00

570.00

DFCCP

2 500.00

5 000.00 *

1 500.00

1 000.00

*including additional dedicated CCP capital in amount of 3 billion RUB